Category: Finance
Prototype Auto-researcher for quants
This last week, I was thinking about how Andrei Karpathy put together his Auto Researcher that autonomously improved how his nanochat model was trained end to end. I wondered if this could be applied to different applications. I had some ideas of auto-annealing software applications for engineering and other verticals but those were programmatically deterministic.…
Reinforcement Learning for trading
I’ve been learning about machine learning for a while now and I was wondering if reinforcement learning can be applied to trading. Trading is a unique challenge because it’s known to “mostly” be a random walk simulation. Unless somebody trades with a LARGE sum of money, it’s people trading against algorithms. Can you then try…
